+3,689.8%
FN vs GWW
+1,556.6%
+2,133.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.3% | +2.7% |
| 7D | -1.7% | +1.4% | -3.1% | -2.3% |
| 30D | -22.0% | +3.3% | -25.3% | -23.2% |
| 3M | -43.0% | +2.9% | -45.9% | -44.3% |
| 6M | -27.7% | +15.8% | -43.5% | -33.0% |
| YTD | -10.5% | +32.0% | -42.5% | -22.5% |
| 1Y | +12.5% | +29.9% | -17.4% | -2.1% |
| 3Y | +153.8% | +91.1% | +62.7% | +84.9% |
| 5Y | +288.0% | +223.9% | +64.1% | +120.0% |
| 10Y | +906.4% | +567.0% | +339.4% | +287.4% |
| All | +3,689.8% | +1,556.6% | +2,133.2% | +782.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GWW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling